That most likely means that the theme is using the wrong name for the module and it does not exist. Loose-Screws sends an empty file for modules that don't exist, so NLM is getting a file, but it's not a valid zip file.

Check theme.rc, if it uses names like "shortcut2" (without a -2.0 or something) then these need to be change. It would be best to contact the theme's author, but I don't know how successful that would be.